Maybe it was someone on the side of the road yelling at you that you shouldn't drive that fast? J/K.
Did you happen to look at your tach when you were going that fast and what gear were you in. At those high speeds the gears in the differential are working like hell and that could be it. Or the gears in your tranny. These are just guesses. Don't know. Slow down and drive safe. I would hate to see photos of a WRX that crashed at 125mph.